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Sasol Ltd

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11.380USD
+0.610+5.66%
Close 06/18, 16:00ETQuotes delayed by 15 min
7.20BMarket Cap
19.49P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.03
VaR
+4.88%
240-Day Maximum Drawdown
+25.45%
240-Day Volatility
+58.20%

Return

Best Daily Return
60 days
+8.97%
120 days
+11.73%
5 years
+17.57%
Worst Daily Return
60 days
-12.38%
120 days
-12.38%
5 years
-13.53%
Sharpe Ratio
60 days
-0.63
120 days
+2.06
5 years
+0.17

Risk Assessment

Maximum Drawdown
240 days
+25.45%
3 years
+79.40%
5 years
+89.44%
Return-to-Drawdown Ratio
240 days
+4.57
3 years
-0.08
5 years
-0.06
Skewness
240 days
+0.46
3 years
+0.36
5 years
+0.24

Volatility

Realised Volatility
240 days
+58.20%
5 years
+51.58%
Standardised True Range
240 days
+3.23%
5 years
+4.00%
Downside Risk-Adjusted Return
120 days
+276.37%
240 days
+276.37%
Maximum Daily Upside Volatility
60 days
+53.90%
Maximum Daily Downside Volatility
60 days
+57.47%

Liquidity

Average Turnover Rate
60 days
+0.02%
120 days
+0.02%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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